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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: pweight + aweight, double weights |

Date |
Wed, 4 Aug 2010 13:37:01 -0400 |

Jochen-- If you do a probability weighted mean of the individual growth rates for a time period (single year, first year to last year) and weight by w = (initial value) x (probability weight), you would wind up with the rate based on the probability-weighted aggregated sums. So Stas's solution is exactly the solution you seek. Moreover, Stas's version will provide the correct standard error, one appropriate for a ratio estimate. You could also calculate the ratio estimate directly and get asymmetric CI's, which are likely to be more accurate than the symmetric intervals **************************CODE BEGINS************************** capture program drop _all program antilog local lparm el(r(b),1,1) local se sqrt(el(r(V),1,1)) local bound invttail(e(df_r),.025)*`se' local parm exp(`lparm') local ll exp(`lparm' - `bound') local ul exp( `lparm' + `bound') di "relc = " 100*( `parm'-1) " ll = " 100*(`ll'-1) " ul = " 100*(`ul'-1) end sysuse auto, clear gen length_2 = displacement rename length length_1 svyset _n svy: ratio length_2/length_1 nlcom log(_b[_ratio_1]) antilog ***************************CODE ENDS*************************** Steve ' Steven Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA Voice: 845-246-0774 Fax: 206-202-4783 On Wed, Aug 4, 2010 at 11:43 AM, Stas Kolenikov <skolenik@gmail.com> wrote: > Who knows. You might be able to get identical answers, but you'll > spend more time trying to figure out the appropriate composition of > weights trying to reproduce the answer from those -total- commands. > > On Wed, Aug 4, 2010 at 2:58 AM, Jochen Späth <jochen.spaeth@iaw.edu> wrote: >> Hello Stas, >> >> thank you very much for your advice. I'm aware of the possibility of calculating the aggregate sums of investment for different subpopoluations using the pweight and calculating the aggregate (=aweighted) growth rates from the newly-generated data. I was just wondering whether there were a more "flexible" approach, such as, say multiplicating the two weight variables and use the result in a single -tabstat- or something like that. > > - On Tue, Aug 3, 2010 at 12:30 PM, Stas Kolenikov <skolenik@gmail.com> wrote: > You would probably want to > > svyset PSU [pw=your weight], strata(strata) > svy : total investment, over( year sector ) > nlcom ([investment]_subpop_2 - [investment]_subpop_1)/[investment]_subpop_1 > > or whatever labels the -total- command is going to give to individual > coefficients. > > On Tue, Aug 3, 2010 at 8:29 AM, Jochen Späth <jochen.spaeth@iaw.edu> wrote: >> Dear Statalisters, >> >> I have a question about weights, especially about "double weights". >> >> I have micro-data on firms containing information about their investment behaviour (amounts) for several years. I then went on to calculate the firms' individual (discrete) growth rates of investment, i.e. >> >> rate_t = (inv_t - inv_t-1) / inv_t-1 >> >> and wish to use these individual growth rates to calculate average growth rates for, say, economic sectors. Thereby, I'd like to attach an aweight to the -tabstat-, -table- or other suitable command, such that firms with higher investments in t-1 contribute a higher share to the average growth rate. This is, of course, straightforward in Stata. >> >> However, since I have sampled data I need to attach to this operation also a pweight to get information for the population instead of the sample. >> >> Can I calculate the average growth rates from the individual ones or do I need to -collapse- or -table, replace- my data? It seems that -svyset- could be what I am looking for, but it seems rather complicated. Is there a way to avoid the -svyset- command and to go on with simple -tabstat- or alike instead? >> >> Best, >> Jochen >> * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: pweight + aweight, double weights***From:*Steve Samuels <sjsamuels@gmail.com>

**References**:**st: pweight + aweight, double weights***From:*Jochen Späth <jochen.spaeth@iaw.edu>

**Re: st: pweight + aweight, double weights***From:*Stas Kolenikov <skolenik@gmail.com>

**AW: st: pweight + aweight, double weights***From:*Jochen Späth <jochen.spaeth@iaw.edu>

**Re: st: pweight + aweight, double weights***From:*Stas Kolenikov <skolenik@gmail.com>

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